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AuthorHolton, Glyn A
TitleValue-at-risk : theory and practice / Glyn A. Holton
Imprint Amsterdam : Academic Press, c2003
Descript xvi, 405 p : ill

CONTENT

Part1 : Overview -- Preface -- Value-at-risk -- Part 2: Essential mathematics -- Mathematical preliminaries -- Probability -- Statistics and time series analysis -- Monte carlo method -- Part 3: Value-at-risk -- Market data -- Inference -- Primary mappings -- Remappings -- Transformations


Investment analysis Risk management

LOCATIONCALL#STATUS
Chula Business School Library332.6 H758V 2003CHECK SHELVES

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